50% VT 50% Cash

Portfolio Specification

Assets

VANGUARD TOTAL WORLD STOCK INDEX FUND ETF SHARES (VT) 50.00%
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) 50.00%

Policy

Rebalancing Interval Annually
Weights Algorithm Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From to (17y 6m 19d)

Returns (annualized)

Portfolio 5.27%
Benchmark 12.16%

Risk (annualized)

Portfolio 9.69%
Benchmark 19.92%

Sharpe (annualized)

Portfolio 0.45
Benchmark 0.61

Excess Return (annualized)

-6.89%

Tracking Error (annualized)

11.22%

Information Ratio

-0.61
Statistic Portfolio Benchmark
Downside Volatility 10.43% 21.16%
Sortino Ratio 0.41 0.58
Calmar Ratio 0.16 0.26
Ulcer Index 15.37 15.03
Max Drawdown 26.99% 47.17%
VaR (99% Confidence) $-2,254 $-4,633
VaR (99.9% Confidence) $-2,994 $-6,154
Beta to Benchmark 0.46 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.73

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Market Factor 0.4937 0.9830 -0.4894
Size Factor 0.0202 -0.0584 0.0786
Style Factor 0.0061 0.0129 -0.0068
U.S. Tilt (Non U.S.) 0.0077 0.3974 -0.3896

Adjusted R2

Portfolio 0.96
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution